Likelihood for interval-censored observations from multi-state models.

Daniel Commenges

SORT (2003)

  • Volume: 27, Issue: 1, page 1-12
  • ISSN: 1696-2281

Abstract

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We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation al the likelihood for the illness-death model based on applying Jacod´s formula to an observed bivariate counting process.

How to cite

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Commenges, Daniel. "Likelihood for interval-censored observations from multi-state models.." SORT 27.1 (2003): 1-12. <http://eudml.org/doc/40434>.

@article{Commenges2003,
abstract = {We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation al the likelihood for the illness-death model based on applying Jacod´s formula to an observed bivariate counting process.},
author = {Commenges, Daniel},
journal = {SORT},
keywords = {Bioestadística; Análisis de supervivencia; Proceso de Markov; Estimación; Análisis de datos censurados; multi-state models; illness-death; counting processes; ignorability; interval-censoring},
language = {eng},
number = {1},
pages = {1-12},
title = {Likelihood for interval-censored observations from multi-state models.},
url = {http://eudml.org/doc/40434},
volume = {27},
year = {2003},
}

TY - JOUR
AU - Commenges, Daniel
TI - Likelihood for interval-censored observations from multi-state models.
JO - SORT
PY - 2003
VL - 27
IS - 1
SP - 1
EP - 12
AB - We consider the mixed dicrete-continuous pattern of observation in a multi-state model; this is a classical pattern because very often clinical status is assessed at discrete visit times while time of death is observed exactly. The likelihood can easily be written heuristically for such models. However a formal proof is not easy in such observational patterns. We give a rigorous derivation al the likelihood for the illness-death model based on applying Jacod´s formula to an observed bivariate counting process.
LA - eng
KW - Bioestadística; Análisis de supervivencia; Proceso de Markov; Estimación; Análisis de datos censurados; multi-state models; illness-death; counting processes; ignorability; interval-censoring
UR - http://eudml.org/doc/40434
ER -

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